NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 23-Sep-2014
Day Change Summary
Previous Current
22-Sep-2014 23-Sep-2014 Change Change % Previous Week
Open 91.69 90.70 -0.99 -1.1% 91.24
High 91.92 92.09 0.17 0.2% 94.12
Low 90.41 90.58 0.17 0.2% 89.76
Close 90.87 91.56 0.69 0.8% 91.65
Range 1.51 1.51 0.00 0.0% 4.36
ATR 1.67 1.66 -0.01 -0.7% 0.00
Volume 229,232 247,770 18,538 8.1% 830,370
Daily Pivots for day following 23-Sep-2014
Classic Woodie Camarilla DeMark
R4 95.94 95.26 92.39
R3 94.43 93.75 91.98
R2 92.92 92.92 91.84
R1 92.24 92.24 91.70 92.58
PP 91.41 91.41 91.41 91.58
S1 90.73 90.73 91.42 91.07
S2 89.90 89.90 91.28
S3 88.39 89.22 91.14
S4 86.88 87.71 90.73
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 104.92 102.65 94.05
R3 100.56 98.29 92.85
R2 96.20 96.20 92.45
R1 93.93 93.93 92.05 95.07
PP 91.84 91.84 91.84 92.41
S1 89.57 89.57 91.25 90.71
S2 87.48 87.48 90.85
S3 83.12 85.21 90.45
S4 78.76 80.85 89.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.01 90.41 3.60 3.9% 1.44 1.6% 32% False False 210,697
10 94.12 89.56 4.56 5.0% 1.84 2.0% 44% False False 174,709
20 95.07 89.56 5.51 6.0% 1.73 1.9% 36% False False 126,320
40 99.60 89.56 10.04 11.0% 1.54 1.7% 20% False False 88,038
60 103.54 89.56 13.98 15.3% 1.44 1.6% 14% False False 69,794
80 104.44 89.56 14.88 16.3% 1.33 1.5% 13% False False 57,285
100 104.44 89.56 14.88 16.3% 1.23 1.3% 13% False False 47,713
120 104.44 89.56 14.88 16.3% 1.16 1.3% 13% False False 40,892
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Fibonacci Retracements and Extensions
4.250 98.51
2.618 96.04
1.618 94.53
1.000 93.60
0.618 93.02
HIGH 92.09
0.618 91.51
0.500 91.34
0.382 91.16
LOW 90.58
0.618 89.65
1.000 89.07
1.618 88.14
2.618 86.63
4.250 84.16
Fisher Pivots for day following 23-Sep-2014
Pivot 1 day 3 day
R1 91.49 91.48
PP 91.41 91.40
S1 91.34 91.33

These figures are updated between 7pm and 10pm EST after a trading day.

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